Bart van der Grient

Robeco Asset Management - Quantitative Strategies

Bart van der Grient

P.O. Box 973

3000 AZ Rotterdam

Netherlands

http://www.robeco.com

SCHOLARLY PAPERS

4

DOWNLOADS
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6,236

CITATIONS
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Top 45,357

in Total Papers Citations

3

Scholarly Papers (4)

1.

Unknown Unknowns: Uncertainty About Risk and Stock Returns

AFA 2013 San Diego Meetings Paper
Number of pages: 76 Posted: 20 Mar 2012 Last Revised: 24 Oct 2014
Guido Baltussen, Sjoerd van Bekkum and Bart van der Grient
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University and Robeco Asset Management - Quantitative Strategies
Downloads 1,733 (4,801)

Abstract:

asset pricing, stock returns, uncertainty

2.

Exploiting Option Information in the Equity Market

Financial Analysts Journal, Forthcoming
Number of pages: 39 Posted: 08 Feb 2012
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Robeco Asset Management - Quantitative Strategies, Robeco Asset Management, Robeco Asset Management and Rabobank International, Netherlands
Downloads 1,593 (7,142)

Abstract:

stock selection, behavioral finance, alpha strategies, equity returns, option markets, stock markets, information spillover, asset pricing

3.

Is the Relation between Volatility and Expected Stock Returns Positive, Flat or Negative?

Number of pages: 25 Posted: 08 Jul 2011
Pim van Vliet, David Blitz and Bart van der Grient
Robeco Asset Management - Quantitative Strategies, Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies
Downloads 1,052 (10,450)
Citation 1

Abstract:

4.

Fundamental Indexation: Rebalancing Assumptions and Performance

Journal of Index Investing, Vol. 1, No. 2, pp. 82-88, 2010
Number of pages: 15 Posted: 25 Mar 2010 Last Revised: 30 Sep 2010
David Blitz, Bart van der Grient and Pim van Vliet
Robeco Asset Management - Quantitative Strategies, Robeco Asset Management - Quantitative Strategies and Robeco Asset Management - Quantitative Strategies
Downloads 746 (21,563)
Citation 2

Abstract:

Indexation, Fundamental Indexing, Alternative Beta, Value Premium, Capitalization Weighting, Non-Cap Based Indexing, Portfolio Construction, Rebalancing